|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed June 17, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jul09 |
090617 |
1203.00 |
1215.00 |
1188.00 |
1206.25 |
+5.00 |
78,277 |
104,292 |
-6,416 |
| Aug09 |
090617 |
1128.50 |
1147.00 |
1120.00 |
1141.50 |
+13.00 |
14,376 |
50,214 |
-731 |
| Sep09 |
090617 |
1065.75 |
1082.00 |
1056.25 |
1082.00 |
+19.00 |
3,883 |
15,493 |
-431 |
| Nov09 |
090617 |
1028.50 |
1051.00 |
1023.50 |
1050.00 |
+21.50 |
47,052 |
212,177 |
+2,079 |
| Jan10 |
090617 |
1044.00 |
1059.00 |
1032.00 |
1057.75 |
+21.50 |
3,664 |
22,844 |
+456 |
| Mar10 |
090617 |
1042.00 |
1057.00 |
1031.75 |
1056.50 |
+22.00 |
784 |
17,135 |
+105 |
| May10 |
090617 |
1026.75 |
1047.50 |
1021.50 |
1047.50 |
+23.25 |
699 |
8,184 |
+149 |
| Total Volume and Open Interest |
150,924 |
458,258 |
-3,916 |
| Soybean Meal(CBOT) |
| Jul09 |
090617 |
403.60 |
406.20 |
397.00 |
400.40 |
-3.90 |
28,300 |
58,653 |
-1,603 |
| Aug09 |
090617 |
371.00 |
375.70 |
367.30 |
373.10 |
+1.30 |
12,971 |
23,876 |
-1,696 |
| Sep09 |
090617 |
346.50 |
350.00 |
342.40 |
348.60 |
+3.30 |
4,332 |
19,693 |
+255 |
| Oct09 |
090617 |
328.00 |
332.30 |
323.70 |
332.30 |
+5.50 |
1,487 |
16,821 |
-182 |
| Dec09 |
090617 |
317.10 |
326.00 |
315.90 |
325.30 |
+6.00 |
16,302 |
58,060 |
+704 |
| Jan10 |
090617 |
315.50 |
323.00 |
313.60 |
322.80 |
+6.00 |
236 |
4,516 |
+47 |
| Mar10 |
090617 |
313.60 |
320.40 |
313.60 |
319.80 |
+6.00 |
427 |
3,438 |
+163 |
| May10 |
090617 |
308.00 |
314.80 |
308.00 |
314.80 |
+6.50 |
426 |
4,799 |
+217 |
| Total Volume and Open Interest |
64,872 |
193,799 |
-1,994 |
| Soybean Oil(CBOT) |
| Jul09 |
090617 |
37.17 |
37.40 |
36.55 |
37.10 |
+0.14 |
41,188 |
63,744 |
-2,670 |
| Aug09 |
090617 |
37.33 |
37.52 |
36.68 |
37.24 |
+0.14 |
11,474 |
37,001 |
+2,883 |
| Sep09 |
090617 |
37.30 |
37.43 |
36.87 |
37.40 |
+0.14 |
7,645 |
28,341 |
+751 |
| Oct09 |
090617 |
37.68 |
37.68 |
37.13 |
37.56 |
+0.12 |
2,190 |
14,697 |
+264 |
| Dec09 |
090617 |
37.92 |
38.21 |
37.40 |
37.93 |
+0.12 |
25,894 |
86,146 |
+3,465 |
| Jan10 |
090617 |
37.85 |
38.22 |
37.74 |
38.22 |
+0.12 |
1,442 |
7,087 |
+797 |
| Mar10 |
090617 |
38.00 |
38.47 |
38.00 |
38.47 |
+0.11 |
300 |
2,949 |
+195 |
| May10 |
090617 |
38.20 |
38.65 |
38.20 |
38.60 |
+0.11 |
328 |
3,071 |
+140 |
| Total Volume and Open Interest |
91,124 |
251,959 |
+6,168 |
| Canola(WCE) |
| Jul09 |
090617 |
461.1 |
461.1 |
452.1 |
453.7 |
-3.3 |
6,242 |
24,381 |
-1,903 |
| Nov09 |
090617 |
452.8 |
455.3 |
449.4 |
453.0 |
+2.1 |
7,495 |
80,116 |
-540 |
| Jan10 |
090617 |
457.0 |
458.7 |
457.0 |
457.6 |
+0.9 |
145 |
8,344 |
+114 |
| Mar10 |
090617 |
462.4 |
462.4 |
460.7 |
460.7 |
+0.2 |
0 |
1,467 |
+0 |
| May10 |
090617 |
463.5 |
463.5 |
461.8 |
461.8 |
-1.7 |
0 |
484 |
+0 |
| Total Volume and Open Interest |
13,882 |
115,389 |
-2,329 |
| Corn(CBOT) |
| Jul09 |
090617 |
404.50 |
408.75 |
397.75 |
407.75 |
+3.75 |
136,456 |
235,131 |
-19,723 |
| Sep09 |
090617 |
413.00 |
417.00 |
406.25 |
416.25 |
+3.50 |
42,511 |
227,366 |
+3,251 |
| Dec09 |
090617 |
425.25 |
429.75 |
419.25 |
428.75 |
+3.50 |
78,586 |
347,446 |
-1,139 |
| Mar10 |
090617 |
437.25 |
441.00 |
431.00 |
440.25 |
+3.25 |
4,244 |
56,537 |
+263 |
| May10 |
090617 |
445.25 |
448.25 |
439.25 |
448.25 |
+3.25 |
1,243 |
10,795 |
+175 |
| Jul10 |
090617 |
451.50 |
455.75 |
446.25 |
455.25 |
+3.00 |
4,046 |
35,304 |
+1,114 |
| Total Volume and Open Interest |
275,838 |
977,022 |
-14,265 |
| Wheat(CBOT) |
| Jul09 |
090617 |
565.50 |
572.25 |
555.50 |
566.00 |
+0.25 |
38,797 |
88,710 |
-4,793 |
| Sep09 |
090617 |
593.25 |
601.00 |
584.00 |
594.75 |
+0.50 |
16,545 |
114,428 |
+1,936 |
| Dec09 |
090617 |
620.75 |
627.50 |
610.75 |
621.25 |
+0.25 |
10,896 |
80,955 |
+1,799 |
| Mar10 |
090617 |
636.75 |
642.75 |
627.00 |
638.00 |
+1.00 |
427 |
9,629 |
+18 |
| May10 |
090617 |
640.25 |
652.75 |
640.25 |
648.50 |
+0.50 |
40 |
1,110 |
-5 |
| Total Volume and Open Interest |
67,968 |
336,960 |
-907 |
| Wheat(KCBT) |
| Jul09 |
090617 |
621.25 |
628.00 |
613.00 |
622.75 |
-0.25 |
8,459 |
28,098 |
-874 |
| Sep09 |
090617 |
634.25 |
638.50 |
623.50 |
633.50 |
-0.50 |
4,986 |
27,575 |
+1,274 |
| Dec09 |
090617 |
650.00 |
654.75 |
640.50 |
649.00 |
-1.00 |
2,519 |
30,160 |
-578 |
| Mar10 |
090617 |
660.00 |
670.00 |
656.75 |
664.25 |
-1.25 |
240 |
2,222 |
+12 |
| May10 |
090617 |
664.50 |
675.25 |
662.75 |
670.25 |
+0.75 |
3 |
289 |
+1 |
| Total Volume and Open Interest |
16,804 |
98,760 |
+31 |
| Wheat(MGE) |
| Jul09 |
090617 |
711.75 |
713.50 |
702.75 |
711.25 |
-0.50 |
1,029 |
6,307 |
-282 |
| Sep09 |
090617 |
706.25 |
708.75 |
698.00 |
706.75 |
+0.75 |
1,290 |
11,987 |
-475 |
| Dec09 |
090617 |
717.25 |
719.00 |
708.50 |
716.25 |
unch |
430 |
8,114 |
-328 |
| Mar10 |
090617 |
719.75 |
729.00 |
718.50 |
725.75 |
-1.00 |
366 |
2,315 |
-95 |
| May10 |
090617 |
735.00 |
735.00 |
723.75 |
731.75 |
+1.00 |
99 |
541 |
-33 |
| Total Volume and Open Interest |
3,373 |
35,023 |
-1,263 |
| Oats(CBOT) |
| Jul09 |
090617 |
213.00 |
215.00 |
206.00 |
214.25 |
+1.25 |
3,460 |
5,456 |
+4 |
| Sep09 |
090617 |
222.25 |
224.50 |
215.50 |
223.50 |
+1.50 |
317 |
2,401 |
+36 |
| Dec09 |
090617 |
235.00 |
237.75 |
229.00 |
237.50 |
+2.00 |
804 |
6,855 |
+252 |
| Mar10 |
090617 |
250.50 |
250.50 |
248.50 |
250.50 |
+2.00 |
0 |
145 |
+0 |
| Total Volume and Open Interest |
4,581 |
14,857 |
+292 |
| Rough Rice(CBOT) |
| Jul09 |
090617 |
12.23 |
12.31 |
12.07 |
12.07 |
-0.24 |
441 |
2,064 |
-263 |
| Sep09 |
090617 |
12.31 |
12.38 |
12.23 |
12.24 |
-0.07 |
385 |
3,967 |
+194 |
| Nov09 |
090617 |
12.45 |
12.45 |
12.29 |
12.31 |
-0.09 |
52 |
1,998 |
+5 |
| Jan10 |
090617 |
12.62 |
12.62 |
12.53 |
12.53 |
-0.07 |
7 |
260 |
-1 |
| Total Volume and Open Interest |
900 |
8,639 |
-57 |
| Live Cattle(CME) |
| Jun09 |
090617 |
79.750 |
80.400 |
79.650 |
80.200 |
+0.600 |
1,482 |
8,530 |
-678 |
| Aug09 |
090617 |
80.400 |
81.580 |
80.300 |
81.385 |
+1.000 |
9,319 |
108,411 |
-262 |
| Oct09 |
090617 |
85.785 |
87.000 |
85.650 |
86.950 |
+1.165 |
3,159 |
54,420 |
+191 |
| Dec09 |
090617 |
87.400 |
88.230 |
87.150 |
88.100 |
+0.750 |
1,975 |
25,122 |
-71 |
| Feb10 |
090617 |
88.830 |
89.635 |
88.600 |
89.430 |
+0.880 |
653 |
10,378 |
+46 |
| Apr10 |
090617 |
90.635 |
91.300 |
90.450 |
91.300 |
+0.500 |
184 |
3,350 |
-3 |
| Total Volume and Open Interest |
16,861 |
211,142 |
-744 |
| Feeder Cattle(CME) |
| Aug09 |
090617 |
96.300 |
97.550 |
96.250 |
97.330 |
+0.780 |
1,361 |
14,541 |
+37 |
| Sep09 |
090617 |
96.650 |
97.850 |
96.650 |
97.700 |
+0.620 |
152 |
2,013 |
-9 |
| Oct09 |
090617 |
97.000 |
98.250 |
96.750 |
98.135 |
+0.935 |
355 |
4,188 |
+140 |
| Nov09 |
090617 |
97.230 |
98.330 |
97.230 |
98.180 |
+0.530 |
83 |
923 |
-10 |
| Jan10 |
090617 |
97.250 |
97.450 |
96.900 |
97.150 |
+0.250 |
32 |
335 |
+2 |
| Mar10 |
090617 |
96.100 |
96.100 |
96.100 |
96.100 |
+0.100 |
0 |
48 |
+0 |
| Apr10 |
090617 |
96.250 |
96.250 |
96.250 |
96.250 |
+0.500 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
1,983 |
22,063 |
+160 |
| Lean Hogs(CME) |
| Jul09 |
090617 |
58.750 |
60.400 |
58.550 |
59.950 |
+1.665 |
9,458 |
21,197 |
-1,638 |
| Aug09 |
090617 |
58.100 |
59.650 |
58.100 |
59.550 |
+1.450 |
8,427 |
56,514 |
-204 |
| Oct09 |
090617 |
56.285 |
57.350 |
55.650 |
57.035 |
+1.085 |
5,550 |
27,850 |
-66 |
| Dec09 |
090617 |
57.800 |
58.900 |
57.180 |
58.680 |
+1.280 |
3,409 |
17,440 |
+409 |
| Feb10 |
090617 |
63.200 |
64.350 |
63.200 |
64.300 |
+1.400 |
362 |
3,490 |
+25 |
| Apr10 |
090617 |
67.225 |
68.080 |
67.100 |
68.000 |
+1.150 |
112 |
1,541 |
+6 |
| May10 |
090617 |
73.000 |
74.300 |
73.000 |
74.300 |
+0.700 |
33 |
122 |
+16 |
| Jun10 |
090617 |
74.400 |
75.635 |
74.400 |
75.350 |
+1.450 |
177 |
808 |
+78 |
| Total Volume and Open Interest |
27,531 |
129,303 |
-1,374 |
| Pork Bellies(CME) |
| Jul09 |
090617 |
60.800 |
61.900 |
58.500 |
58.800 |
-0.350 |
162 |
424 |
-60 |
| Aug09 |
090617 |
61.000 |
61.000 |
58.050 |
58.050 |
-0.250 |
141 |
358 |
+15 |
| Feb10 |
090617 |
90.750 |
92.000 |
90.000 |
90.000 |
-1.250 |
2 |
101 |
+0 |
| Mar10 |
090617 |
89.750 |
89.750 |
89.750 |
89.750 |
-1.250 |
0 |
41 |
+0 |
| May10 |
090617 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
|
|
|
| Total Volume and Open Interest |
305 |
924 |
-45 |
| Class III Milk(CME) |
| Jun09 |
090617 |
9.91 |
9.95 |
9.88 |
9.88 |
-0.01 |
41 |
4,999 |
-50 |
| Jul09 |
090617 |
10.28 |
10.32 |
10.15 |
10.16 |
-0.12 |
96 |
4,205 |
-9 |
| Aug09 |
090617 |
10.98 |
11.01 |
10.62 |
10.66 |
-0.31 |
246 |
3,639 |
-65 |
| Sep09 |
090617 |
12.17 |
12.19 |
11.86 |
11.96 |
-0.21 |
153 |
3,277 |
+64 |
| Oct09 |
090617 |
13.15 |
13.21 |
12.96 |
13.03 |
-0.14 |
115 |
2,946 |
+45 |
| Total Volume and Open Interest |
889 |
27,537 |
+119 |
| Cocoa(ICE) |
| Jul09 |
090617 |
2585 |
2585 |
2499 |
2514 |
-109 |
2,729 |
4,009 |
-1,909 |
| Sep09 |
090617 |
2636 |
2636 |
2530 |
2539 |
-117 |
11,586 |
58,453 |
+194 |
| Dec09 |
090617 |
2658 |
2658 |
2553 |
2559 |
-112 |
1,051 |
26,654 |
+66 |
| Mar10 |
090617 |
2650 |
2650 |
2564 |
2564 |
-107 |
460 |
14,119 |
-15 |
| May10 |
090617 |
2571 |
2584 |
2565 |
2568 |
-103 |
124 |
3,530 |
-90 |
| Jul10 |
090617 |
2566 |
2584 |
2566 |
2568 |
-107 |
22 |
3,567 |
+11 |
| Sep10 |
090617 |
2563 |
2585 |
2563 |
2567 |
-107 |
0 |
2,235 |
-10 |
| Total Volume and Open Interest |
15,972 |
116,583 |
-1,753 |
| Coffee "C"(ICE) |
| Jul09 |
090617 |
123.10 |
123.25 |
118.30 |
118.45 |
-3.95 |
17,291 |
19,693 |
-4,770 |
| Sep09 |
090617 |
125.30 |
125.40 |
120.60 |
120.85 |
-3.70 |
15,451 |
66,473 |
-941 |
| Dec09 |
090617 |
127.50 |
128.05 |
123.40 |
123.65 |
-3.70 |
4,117 |
23,397 |
+161 |
| Mar10 |
090617 |
130.05 |
130.05 |
126.10 |
126.35 |
-3.70 |
510 |
12,566 |
-65 |
| May10 |
090617 |
130.60 |
130.60 |
128.25 |
128.25 |
-3.70 |
95 |
3,105 |
-77 |
| Jul10 |
090617 |
132.00 |
132.00 |
130.00 |
130.00 |
-3.65 |
10 |
1,253 |
+10 |
| Total Volume and Open Interest |
37,492 |
128,881 |
-5,664 |
| Orange Juice(ICE) |
| Jul09 |
090617 |
77.60 |
77.65 |
76.30 |
76.80 |
-0.85 |
2,626 |
9,325 |
-1,351 |
| Sep09 |
090617 |
81.00 |
81.00 |
79.55 |
80.00 |
-0.95 |
2,205 |
15,646 |
+592 |
| Nov09 |
090617 |
84.25 |
84.25 |
83.00 |
83.35 |
-0.90 |
81 |
3,838 |
+51 |
| Jan10 |
090617 |
87.25 |
87.30 |
86.25 |
86.65 |
-0.90 |
90 |
799 |
+78 |
| Mar10 |
090617 |
91.00 |
91.00 |
89.75 |
90.15 |
-0.90 |
102 |
555 |
+102 |
| May10 |
090617 |
92.75 |
92.75 |
92.75 |
92.75 |
-0.70 |
4 |
86 |
+4 |
| Total Volume and Open Interest |
5,110 |
30,480 |
-522 |
| Sugar #11(ICE) |
| Jul09 |
090617 |
14.83 |
15.06 |
14.70 |
14.99 |
+0.19 |
53,761 |
146,225 |
-17,036 |
| Oct09 |
090617 |
15.77 |
16.02 |
15.61 |
15.95 |
+0.17 |
49,580 |
294,657 |
+14,430 |
| Mar10 |
090617 |
16.86 |
17.04 |
16.61 |
16.98 |
+0.11 |
11,168 |
141,457 |
+880 |
| May10 |
090617 |
16.64 |
16.82 |
16.35 |
16.78 |
+0.11 |
1,090 |
33,257 |
-143 |
| Jul10 |
090617 |
16.40 |
16.58 |
16.24 |
16.51 |
+0.10 |
3,186 |
66,011 |
+107 |
| Total Volume and Open Interest |
122,773 |
787,066 |
-966 |
| Sugar #14(ICE) |
| Sep09 |
090617 |
22.50 |
22.50 |
22.50 |
22.50 |
+0.18 |
100 |
2,643 |
+0 |
| Total Volume and Open Interest |
100 |
2,643 |
+0 |
| London Cocoa(LCE) |
| Jul09 |
090617 |
1658 |
1658 |
1615 |
1617 |
-63 |
2,639 |
50,986 |
+50,986 |
| Sep09 |
090617 |
1666 |
1668 |
1632 |
1634 |
-49 |
6,658 |
41,182 |
+294 |
| Dec09 |
090617 |
1668 |
1670 |
1634 |
1636 |
-47 |
1,569 |
28,989 |
+224 |
| Mar10 |
090617 |
1660 |
1663 |
1630 |
1632 |
-45 |
1,411 |
25,878 |
+552 |
| May10 |
090617 |
1655 |
1657 |
1629 |
1630 |
-44 |
128 |
14,091 |
+33 |
| Jul10 |
090617 |
1655 |
1655 |
1625 |
1625 |
-44 |
50 |
4,287 |
+30 |
| Sep10 |
090617 |
1654 |
1654 |
1624 |
1624 |
-44 |
59 |
2,453 |
+43 |
| Total Volume and Open Interest |
12,822 |
169,622 |
-106 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090617 |
427.70 |
430.00 |
422.80 |
428.50 |
+1.60 |
2,089 |
33,318 |
-330 |
| Oct09 |
090617 |
437.00 |
440.20 |
432.00 |
438.50 |
+2.10 |
661 |
29,604 |
-17 |
| Dec09 |
090617 |
441.40 |
447.10 |
438.60 |
445.40 |
+2.00 |
144 |
8,405 |
-46 |
| Mar10 |
090617 |
447.90 |
452.50 |
444.10 |
451.00 |
+0.60 |
99 |
8,961 |
+15 |
| May10 |
090617 |
447.00 |
450.00 |
447.00 |
448.50 |
+0.50 |
29 |
1,380 |
+11 |
| Total Volume and Open Interest |
3,041 |
83,916 |
-364 |
| Cotton(ICE) |
| Jul09 |
090617 |
52.37 |
52.80 |
52.00 |
52.03 |
-0.40 |
13,754 |
27,122 |
-6,541 |
| Oct09 |
090617 |
55.60 |
55.77 |
55.30 |
55.31 |
-0.29 |
463 |
1,753 |
-10 |
| Dec09 |
090617 |
57.69 |
58.04 |
57.39 |
57.60 |
-0.14 |
10,002 |
80,153 |
+783 |
| Mar10 |
090617 |
60.20 |
60.39 |
60.16 |
60.25 |
+0.04 |
294 |
10,269 |
-36 |
| May10 |
090617 |
61.41 |
61.52 |
61.41 |
61.52 |
+0.05 |
172 |
527 |
+135 |
| Jul10 |
090617 |
62.72 |
62.72 |
62.72 |
62.72 |
+0.16 |
2 |
1,654 |
+0 |
| Total Volume and Open Interest |
24,756 |
123,533 |
-5,669 |
| Lumber(CME) |
| Jul09 |
090617 |
212.7 |
216.3 |
210.4 |
211.6 |
-1.6 |
443 |
2,369 |
-160 |
| Sep09 |
090617 |
228.5 |
233.7 |
227.7 |
228.6 |
-0.2 |
344 |
5,043 |
+4 |
| Nov09 |
090617 |
222.5 |
226.5 |
220.2 |
221.1 |
-0.6 |
59 |
934 |
+16 |
| Jan10 |
090617 |
236.0 |
240.0 |
235.3 |
239.9 |
+0.2 |
21 |
559 |
+6 |
| Total Volume and Open Interest |
867 |
8,948 |
-134 |
| Crude Oil(NYM) |
| Jul09 |
090617 |
70.26 |
71.28 |
69.00 |
71.03 |
+0.56 |
242,211 |
125,107 |
-9,281 |
| Aug09 |
090617 |
71.00 |
71.99 |
69.70 |
71.70 |
+0.54 |
88,091 |
249,528 |
+6,691 |
| Sep09 |
090617 |
71.66 |
72.79 |
70.62 |
72.61 |
+0.65 |
27,090 |
126,750 |
+204 |
| Oct09 |
090617 |
72.22 |
73.45 |
71.40 |
73.34 |
+0.70 |
7,675 |
44,296 |
+1,621 |
| Nov09 |
090617 |
72.87 |
74.05 |
72.21 |
73.97 |
+0.72 |
4,050 |
27,034 |
+1,022 |
| Dec09 |
090617 |
73.40 |
74.58 |
72.66 |
74.50 |
+0.70 |
24,895 |
149,998 |
+3,842 |
| Jan10 |
090617 |
73.89 |
74.93 |
73.27 |
74.91 |
+0.68 |
4,021 |
24,455 |
-396 |
| Feb10 |
090617 |
73.83 |
75.28 |
73.77 |
75.28 |
+0.67 |
1,417 |
18,778 |
+428 |
| Mar10 |
090617 |
74.46 |
75.65 |
74.46 |
75.65 |
+0.66 |
2,197 |
18,303 |
+479 |
| Apr10 |
090617 |
74.69 |
76.02 |
74.69 |
76.02 |
+0.65 |
1,275 |
8,546 |
+531 |
| May10 |
090617 |
75.17 |
76.40 |
75.17 |
76.40 |
+0.64 |
956 |
9,161 |
+341 |
| Jun10 |
090617 |
76.28 |
76.77 |
75.50 |
76.77 |
+0.63 |
4,909 |
42,475 |
-370 |
| Jul10 |
090617 |
76.11 |
77.11 |
75.47 |
77.09 |
+0.60 |
3,374 |
38,657 |
+584 |
| Aug10 |
090617 |
76.26 |
77.35 |
76.26 |
77.35 |
+0.58 |
1,220 |
6,618 |
-107 |
| Sep10 |
090617 |
77.61 |
77.61 |
77.61 |
77.61 |
+0.56 |
844 |
8,362 |
+149 |
| Oct10 |
090617 |
77.88 |
77.88 |
77.88 |
77.88 |
+0.55 |
770 |
4,711 |
+53 |
| Total Volume and Open Interest |
435,776 |
1,207,462 |
+1,198 |
| e-miNY Crude Oil(NYM) |
| Jun09 |
090515 |
58.475 |
58.925 |
56.075 |
56.350 |
-1.675 |
9,865 |
5,162 |
-184 |
| Jul09 |
090528 |
62.975 |
65.425 |
62.750 |
65.075 |
+2.625 |
8,778 |
3,598 |
+199 |
| Aug09 |
090617 |
70.875 |
71.975 |
69.650 |
71.700 |
+0.550 |
1,749 |
1,346 |
+135 |
| Sep09 |
090617 |
71.950 |
72.750 |
70.675 |
72.600 |
+0.650 |
122 |
199 |
-7 |
| Oct09 |
090617 |
71.700 |
73.350 |
71.700 |
73.350 |
+0.700 |
3 |
103 |
+0 |
| Nov09 |
090617 |
73.300 |
73.975 |
73.150 |
73.975 |
+0.725 |
0 |
22 |
+0 |
| Dec09 |
090617 |
73.400 |
74.500 |
73.150 |
74.500 |
+0.700 |
8 |
91 |
-2 |
| Jan10 |
090617 |
74.900 |
74.900 |
74.900 |
74.900 |
+0.675 |
|
|
|
| Feb10 |
090617 |
75.275 |
75.275 |
75.275 |
75.275 |
+0.675 |
|
|
|
| Mar10 |
090617 |
75.650 |
75.650 |
75.650 |
75.650 |
+0.650 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
12,210 |
6,141 |
+80 |
| Heating Oil(NYM) |
| Jul09 |
090617 |
182.25 |
186.74 |
180.07 |
186.30 |
+3.80 |
31,311 |
43,676 |
-2,495 |
| Aug09 |
090617 |
185.90 |
190.14 |
183.66 |
189.65 |
+3.68 |
11,935 |
44,636 |
+1,491 |
| Sep09 |
090617 |
189.72 |
193.52 |
187.48 |
193.33 |
+3.61 |
6,571 |
33,876 |
+321 |
| Oct09 |
090617 |
193.14 |
196.76 |
190.97 |
196.76 |
+3.48 |
2,191 |
21,333 |
+49 |
| Nov09 |
090617 |
196.03 |
199.54 |
194.97 |
199.53 |
+3.34 |
1,665 |
14,408 |
+86 |
| Dec09 |
090617 |
199.78 |
202.34 |
197.06 |
202.25 |
+3.23 |
3,663 |
33,837 |
+271 |
| Jan10 |
090617 |
200.79 |
205.05 |
200.79 |
205.05 |
+3.13 |
1,586 |
14,703 |
+320 |
| Feb10 |
090617 |
202.64 |
206.75 |
202.64 |
206.75 |
+3.08 |
1,425 |
9,372 |
+244 |
| Mar10 |
090617 |
204.24 |
207.45 |
204.24 |
207.45 |
+2.98 |
1,075 |
6,905 |
+230 |
| Apr10 |
090617 |
206.35 |
207.55 |
206.35 |
207.55 |
+2.93 |
580 |
5,185 |
+159 |
| May10 |
090617 |
208.00 |
208.00 |
208.00 |
208.00 |
+2.88 |
345 |
5,687 |
+73 |
| Jun10 |
090617 |
205.92 |
208.80 |
205.72 |
208.80 |
+2.88 |
388 |
15,389 |
+60 |
| Total Volume and Open Interest |
64,944 |
286,301 |
+775 |
| Gasoline(NYMEX) |
| Jul09 |
090617 |
205.41 |
207.18 |
199.20 |
203.26 |
-3.85 |
43,046 |
58,852 |
-3,410 |
| Aug09 |
090617 |
202.90 |
204.50 |
197.19 |
200.95 |
-3.40 |
23,390 |
64,238 |
+4,827 |
| Sep09 |
090617 |
201.90 |
202.00 |
195.47 |
199.18 |
-2.64 |
9,078 |
40,934 |
+1,048 |
| Oct09 |
090617 |
187.34 |
187.70 |
183.64 |
187.45 |
-1.78 |
3,052 |
21,356 |
+325 |
| Nov09 |
090617 |
185.30 |
185.88 |
182.95 |
185.85 |
-1.14 |
1,822 |
8,243 |
-77 |
| Dec09 |
090617 |
186.20 |
186.38 |
182.19 |
186.03 |
-0.61 |
3,414 |
12,450 |
+457 |
| Jan10 |
090617 |
188.08 |
188.08 |
188.08 |
188.08 |
-0.51 |
827 |
4,387 |
+123 |
| Feb10 |
090617 |
190.00 |
190.23 |
189.50 |
190.23 |
-0.51 |
514 |
2,001 |
+162 |
| Mar10 |
090617 |
192.61 |
192.73 |
191.90 |
192.73 |
-0.46 |
276 |
2,282 |
-47 |
| Apr10 |
090617 |
206.30 |
206.38 |
205.30 |
206.38 |
-0.41 |
274 |
2,620 |
+28 |
| Total Volume and Open Interest |
86,060 |
225,591 |
+3,469 |
| e-miNY RBOB Gasoline(NYM) |
| Jul09 |
090617 |
203.26 |
203.26 |
203.26 |
203.26 |
-3.85 |
0 |
1 |
+0 |
| Aug09 |
090617 |
200.95 |
200.95 |
200.95 |
200.95 |
-3.40 |
|
|
|
| Sep09 |
090617 |
199.18 |
199.18 |
199.18 |
199.18 |
-2.64 |
|
|
|
| Oct09 |
090617 |
187.45 |
187.45 |
187.45 |
187.45 |
-1.78 |
|
|
|
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Natural Gas(NYM) |
| Jul09 |
090617 |
4.109 |
4.288 |
4.035 |
4.253 |
+0.124 |
146,649 |
68,250 |
-8,888 |
| Aug09 |
090617 |
4.290 |
4.447 |
4.216 |
4.424 |
+0.112 |
72,644 |
93,377 |
-3,025 |
| Sep09 |
090617 |
4.409 |
4.567 |
4.352 |
4.550 |
+0.102 |
17,970 |
84,532 |
+1,032 |
| Oct09 |
090617 |
4.640 |
4.770 |
4.580 |
4.753 |
+0.083 |
16,777 |
78,913 |
+1,529 |
| Nov09 |
090617 |
5.265 |
5.386 |
5.210 |
5.382 |
+0.097 |
5,127 |
31,962 |
-248 |
| Dec09 |
090617 |
5.940 |
6.040 |
5.866 |
6.027 |
+0.084 |
4,050 |
42,331 |
-55 |
| Jan10 |
090617 |
6.221 |
6.332 |
6.188 |
6.325 |
+0.075 |
6,640 |
36,617 |
+472 |
| Feb10 |
090617 |
6.234 |
6.350 |
6.234 |
6.347 |
+0.072 |
1,354 |
19,119 |
+66 |
| Mar10 |
090617 |
6.181 |
6.280 |
6.140 |
6.275 |
+0.067 |
1,886 |
36,760 |
+7 |
| Apr10 |
090617 |
6.040 |
6.150 |
6.018 |
6.140 |
+0.067 |
1,506 |
35,874 |
+32 |
| May10 |
090617 |
6.075 |
6.180 |
6.066 |
6.180 |
+0.062 |
809 |
15,305 |
+352 |
| Jun10 |
090617 |
6.221 |
6.278 |
6.165 |
6.278 |
+0.060 |
227 |
8,844 |
-41 |
| Jul10 |
090617 |
6.311 |
6.388 |
6.310 |
6.388 |
+0.058 |
228 |
7,992 |
-8 |
| Aug10 |
090617 |
6.404 |
6.474 |
6.390 |
6.474 |
+0.056 |
124 |
9,118 |
+2 |
| Sep10 |
090617 |
6.450 |
6.530 |
6.421 |
6.527 |
+0.056 |
163 |
6,861 |
+33 |
| Oct10 |
090617 |
6.600 |
6.651 |
6.525 |
6.635 |
+0.057 |
462 |
15,991 |
+26 |
| Total Volume and Open Interest |
277,470 |
721,126 |
-8,490 |
| Brent Crude Oil(ICE) |
| Aug09 |
090617 |
70.00 |
71.12 |
69.02 |
70.85 |
+0.61 |
105,383 |
169,429 |
-2,704 |
| Sep09 |
090617 |
70.73 |
71.86 |
69.82 |
71.65 |
+0.67 |
28,863 |
115,276 |
+2,366 |
| Oct09 |
090617 |
71.62 |
72.47 |
70.57 |
72.40 |
+0.70 |
14,510 |
55,988 |
-659 |
| Nov09 |
090617 |
72.88 |
73.24 |
71.33 |
73.16 |
+0.72 |
5,626 |
22,194 |
-85 |
| Dec09 |
090617 |
73.00 |
73.90 |
72.00 |
73.84 |
+0.73 |
12,946 |
84,352 |
+1,180 |
| Jan10 |
090617 |
73.66 |
74.41 |
72.95 |
74.41 |
+0.74 |
2,947 |
22,621 |
-350 |
| Feb10 |
090617 |
74.15 |
74.89 |
73.94 |
74.89 |
+0.76 |
1,665 |
14,909 |
-116 |
| Mar10 |
090617 |
74.40 |
75.35 |
74.38 |
75.35 |
+0.78 |
799 |
8,493 |
-17 |
| Apr10 |
090617 |
74.87 |
75.81 |
74.86 |
75.81 |
+0.79 |
529 |
5,201 |
+196 |
| May10 |
090617 |
76.22 |
76.22 |
76.22 |
76.22 |
+0.79 |
678 |
4,180 |
-63 |
| Jun10 |
090617 |
76.22 |
76.59 |
74.94 |
76.59 |
+0.78 |
1,085 |
29,695 |
-1,279 |
| Jul10 |
090617 |
76.94 |
76.94 |
76.94 |
76.94 |
+0.78 |
392 |
8,858 |
+190 |
| Aug10 |
090617 |
77.22 |
77.22 |
77.22 |
77.22 |
+0.76 |
456 |
5,924 |
-73 |
| Sep10 |
090617 |
77.48 |
77.48 |
77.48 |
77.48 |
+0.73 |
187 |
2,402 |
-33 |
| Total Volume and Open Interest |
181,180 |
684,450 |
-23,135 |
| Gas Oil(ICE) |
| Jul09 |
090617 |
584.75 |
590.50 |
571.25 |
579.00 |
-10.00 |
44,461 |
110,756 |
-2,603 |
| Aug09 |
090617 |
593.00 |
601.00 |
582.00 |
589.75 |
-10.25 |
33,260 |
64,883 |
+4,212 |
| Sep09 |
090617 |
606.00 |
610.50 |
593.50 |
600.25 |
-10.25 |
10,128 |
46,238 |
+1,912 |
| Oct09 |
090617 |
614.25 |
619.50 |
604.25 |
609.75 |
-10.25 |
6,714 |
32,720 |
-198 |
| Nov09 |
090617 |
623.25 |
628.50 |
613.25 |
618.75 |
-10.25 |
3,695 |
19,885 |
+467 |
| Dec09 |
090617 |
632.75 |
636.75 |
621.00 |
626.75 |
-10.25 |
8,884 |
61,590 |
+46 |
| Jan10 |
090617 |
639.75 |
644.00 |
631.25 |
635.75 |
-10.00 |
1,990 |
28,677 |
+283 |
| Feb10 |
090617 |
646.75 |
650.50 |
638.50 |
642.75 |
-10.00 |
578 |
12,947 |
+60 |
| Mar10 |
090617 |
652.75 |
656.00 |
644.50 |
648.75 |
-10.25 |
523 |
16,094 |
+158 |
| Apr10 |
090617 |
659.00 |
659.50 |
652.25 |
654.50 |
-10.25 |
174 |
7,986 |
+92 |
| Total Volume and Open Interest |
111,406 |
497,921 |
+4,318 |
| Ethanol(CBOT) |
| Jun09 |
090603 |
1.750 |
1.750 |
1.750 |
1.750 |
-0.030 |
15 |
94 |
-17 |
| Jul09 |
090617 |
1.730 |
1.730 |
1.710 |
1.724 |
-0.015 |
223 |
678 |
+46 |
| Aug09 |
090617 |
1.710 |
1.720 |
1.710 |
1.720 |
unch |
12 |
479 |
+12 |
| Sep09 |
090617 |
1.700 |
1.710 |
1.690 |
1.710 |
unch |
7 |
325 |
+5 |
| Oct09 |
090617 |
1.690 |
1.700 |
1.690 |
1.700 |
-0.009 |
6 |
262 |
+5 |
| Nov09 |
090617 |
1.700 |
1.710 |
1.700 |
1.710 |
+0.010 |
42 |
333 |
-34 |
| Dec09 |
090617 |
1.680 |
1.710 |
1.680 |
1.700 |
-0.001 |
104 |
428 |
-33 |
| Jan10 |
090617 |
1.690 |
1.705 |
1.690 |
1.700 |
unch |
47 |
414 |
-20 |
| Total Volume and Open Interest |
467 |
4,180 |
+7 |
| US Dollar Index(ICE) |
| Sep09 |
090617 |
81.180 |
81.355 |
80.435 |
80.575 |
-0.555 |
7,690 |
19,013 |
-1,142 |
| Dec09 |
090617 |
80.955 |
80.955 |
80.955 |
80.955 |
-0.570 |
6 |
2,060 |
-2 |
| Mar10 |
090617 |
80.955 |
80.955 |
80.955 |
80.955 |
-0.570 |
|
|
|
| Total Volume and Open Interest |
7,696 |
21,073 |
-22,241 |
| Australian Dollar(CME) |
| Sep09 |
090617 |
78.72 |
79.44 |
77.97 |
79.00 |
-0.08 |
67,923 |
73,351 |
+1,112 |
| Dec09 |
090617 |
78.20 |
78.87 |
77.51 |
78.49 |
-0.08 |
6 |
229 |
+6 |
| Mar10 |
090617 |
78.02 |
78.10 |
78.02 |
78.02 |
-0.08 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
67,929 |
73,596 |
-64,062 |
| British Pound(CME) |
| Sep09 |
090617 |
163.90 |
164.78 |
162.17 |
164.25 |
-0.08 |
98,086 |
79,299 |
+5,741 |
| Dec09 |
090617 |
163.43 |
164.65 |
162.22 |
164.21 |
-0.08 |
62 |
271 |
+59 |
| Mar10 |
090617 |
164.20 |
164.49 |
162.36 |
164.20 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
98,148 |
79,572 |
-23,233 |
| Canadian Dollar(CME) |
| Sep09 |
090617 |
88.15 |
88.72 |
87.38 |
88.49 |
+0.33 |
72,033 |
71,213 |
+1,886 |
| Dec09 |
090617 |
88.26 |
88.73 |
87.46 |
88.56 |
+0.33 |
101 |
2,069 |
+19 |
| Mar10 |
090617 |
88.14 |
88.76 |
87.59 |
88.66 |
+0.33 |
9 |
469 |
+3 |
| Jun10 |
090617 |
87.95 |
88.80 |
87.73 |
88.76 |
+0.33 |
5 |
90 |
+4 |
| Total Volume and Open Interest |
76,945 |
119,362 |
+414 |
| Japanese Yen(CME) |
| Sep09 |
090617 |
103.81 |
104.78 |
103.42 |
104.58 |
+0.89 |
65,862 |
59,135 |
-720 |
| Dec09 |
090617 |
103.95 |
104.90 |
103.64 |
104.72 |
+0.89 |
13 |
132 |
+10 |
| Mar10 |
090617 |
104.95 |
104.95 |
104.03 |
104.95 |
+0.89 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
65,876 |
59,282 |
-39,711 |
| Swiss Franc(CME) |
| Sep09 |
090617 |
91.93 |
93.03 |
91.62 |
92.84 |
+0.86 |
40,721 |
29,529 |
-2,709 |
| Dec09 |
090617 |
91.90 |
93.15 |
91.83 |
92.98 |
+0.87 |
1 |
8 |
+0 |
| Mar10 |
090617 |
93.20 |
93.20 |
92.21 |
93.20 |
+0.87 |
|
|
|
| Total Volume and Open Interest |
40,722 |
29,537 |
-29,267 |
| EuroFX(CME) |
| Sep09 |
090617 |
138.22 |
139.76 |
137.95 |
139.55 |
+1.21 |
207,863 |
106,536 |
-3,815 |
| Dec09 |
090617 |
138.10 |
139.69 |
137.93 |
139.50 |
+1.23 |
28 |
393 |
+22 |
| Mar10 |
090617 |
139.51 |
139.51 |
137.96 |
139.51 |
+1.23 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
207,891 |
107,253 |
-53,506 |
| Mexican Peso(CME) |
| Jul09 |
090617 |
746.5 |
746.5 |
743.8 |
746.5 |
+2.8 |
|
|
|
| Aug09 |
090617 |
742.5 |
742.5 |
739.8 |
742.5 |
+2.8 |
|
|
|
| Total Volume and Open Interest |
8,511 |
37,572 |
-19,665 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090617 |
117~190 |
118~185 |
117~055 |
117~250 |
+0~200 |
123 |
9,630 |
-814 |
| Sep09 |
090617 |
116~030 |
117~040 |
115~210 |
116~100 |
+0~200 |
152,448 |
685,714 |
+4,411 |
| Dec09 |
090617 |
114~255 |
115~150 |
114~115 |
114~315 |
+0~200 |
11 |
294 |
+3 |
| Total Volume and Open Interest |
156,131 |
695,691 |
+3,601 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090617 |
116~270 |
117~125 |
116~210 |
116~310 |
+0~070 |
6,119 |
31,499 |
-3,287 |
| Sep09 |
090617 |
115~075 |
115~250 |
114~255 |
115~110 |
+0~085 |
517,590 |
1,045,078 |
+15,728 |
| Dec09 |
090617 |
113~235 |
114~115 |
113~235 |
114~000 |
+0~085 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
523,709 |
1,076,585 |
+12,441 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090617 |
114~108 |
115~032 |
114~108 |
115~012 |
+0~018 |
8,375 |
28,819 |
-3,781 |
| Sep09 |
090617 |
113~122 |
114~038 |
113~082 |
114~002 |
+0~021 |
308,688 |
767,316 |
+38,405 |
| Dec09 |
090617 |
112~086 |
112~086 |
112~065 |
112~086 |
+0~021 |
|
|
|
| Total Volume and Open Interest |
317,063 |
796,135 |
+34,624 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090617 |
108~071 |
108~086 |
108~068 |
108~080 |
+0~010 |
1,453 |
7,061 |
-12 |
| Sep09 |
090617 |
107~103 |
107~119 |
107~094 |
107~109 |
+0~012 |
124,441 |
538,499 |
-484 |
| Dec09 |
090617 |
107~050 |
107~050 |
107~038 |
107~050 |
+0~012 |
|
|
|
| Total Volume and Open Interest |
125,894 |
545,560 |
-496 |
| Eurodollars(CME) |
| Sep09 |
090617 |
99.265 |
99.275 |
99.230 |
99.250 |
-0.010 |
207,180 |
1,057,702 |
+1,216 |
| Dec09 |
090617 |
98.950 |
98.970 |
98.915 |
98.945 |
+0.010 |
200,511 |
871,134 |
+5,326 |
| Mar10 |
090617 |
98.660 |
98.710 |
98.615 |
98.670 |
+0.035 |
201,839 |
730,756 |
+7,003 |
| Jun10 |
090617 |
98.300 |
98.380 |
98.240 |
98.325 |
+0.060 |
203,950 |
539,664 |
+31,489 |
| Sep10 |
090617 |
97.945 |
98.040 |
97.875 |
97.980 |
+0.075 |
201,371 |
461,516 |
-8,944 |
| Dec10 |
090617 |
97.565 |
97.670 |
97.495 |
97.600 |
+0.075 |
145,860 |
583,553 |
+3,836 |
| Mar11 |
090617 |
97.245 |
97.345 |
97.165 |
97.270 |
+0.070 |
134,588 |
323,702 |
-6,079 |
| Jun11 |
090617 |
96.900 |
97.010 |
96.820 |
96.930 |
+0.070 |
117,984 |
295,344 |
+1,734 |
| Sep11 |
090617 |
96.580 |
96.710 |
96.505 |
96.630 |
+0.070 |
62,523 |
235,307 |
-2,930 |
| Dec11 |
090617 |
96.290 |
96.425 |
96.220 |
96.340 |
+0.070 |
50,377 |
146,853 |
+1,137 |
| Mar12 |
090617 |
96.090 |
96.230 |
96.020 |
96.140 |
+0.070 |
44,646 |
110,118 |
-874 |
| Jun12 |
090617 |
95.905 |
96.050 |
95.845 |
95.955 |
+0.075 |
38,121 |
111,578 |
+1,789 |
| Sep12 |
090617 |
95.755 |
95.890 |
95.685 |
95.805 |
+0.080 |
16,762 |
68,410 |
+821 |
| Dec12 |
090617 |
95.565 |
95.745 |
95.560 |
95.655 |
+0.085 |
12,008 |
55,972 |
+207 |
| Mar13 |
090617 |
95.495 |
95.655 |
95.485 |
95.570 |
+0.090 |
11,412 |
60,709 |
-1,346 |
| Jun13 |
090617 |
95.380 |
95.545 |
95.375 |
95.465 |
+0.090 |
14,213 |
29,433 |
+1,580 |
| Sep13 |
090617 |
95.295 |
95.450 |
95.290 |
95.375 |
+0.090 |
9,300 |
40,109 |
-174 |
| Dec13 |
090617 |
95.190 |
95.340 |
95.180 |
95.270 |
+0.090 |
8,311 |
29,211 |
+309 |
| Total Volume and Open Interest |
1,755,206 |
5,962,011 |
-714,498 |
| 30 Day Federal Funds(CBOT) |
| Jun09 |
090617 |
99.798 |
99.802 |
99.790 |
99.795 |
-0.007 |
3,008 |
58,046 |
+740 |
| Jul09 |
090617 |
99.790 |
99.795 |
99.785 |
99.790 |
-0.005 |
8,508 |
45,160 |
+1,851 |
| Aug09 |
090617 |
99.780 |
99.780 |
99.765 |
99.770 |
-0.010 |
5,810 |
41,122 |
+349 |
| Sep09 |
090617 |
99.755 |
99.760 |
99.740 |
99.745 |
-0.015 |
3,042 |
30,368 |
+908 |
| Oct09 |
090617 |
99.725 |
99.740 |
99.725 |
99.730 |
unch |
2,816 |
29,890 |
+175 |
| Nov09 |
090617 |
99.675 |
99.690 |
99.670 |
99.680 |
+0.005 |
5,172 |
54,250 |
+2,425 |
| Total Volume and Open Interest |
43,189 |
401,643 |
+7,272 |
| 30 Day Fed Funds(e-CBOT) |
| Jun09 |
090519 |
99.805 |
99.810 |
99.800 |
99.805 |
-0.005 |
4,060 |
48,665 |
-408 |
| Jul09 |
090519 |
99.790 |
99.795 |
99.790 |
99.790 |
-0.010 |
5,385 |
41,577 |
+291 |
| Aug09 |
090519 |
99.770 |
99.780 |
99.770 |
99.780 |
+0.005 |
5,737 |
37,356 |
+148 |
| Sep09 |
090519 |
99.750 |
99.765 |
99.750 |
99.765 |
+0.015 |
3,734 |
31,001 |
+374 |
| Oct09 |
090519 |
99.735 |
99.745 |
99.730 |
99.745 |
+0.015 |
5,755 |
31,232 |
+484 |
| Nov09 |
090519 |
99.690 |
99.700 |
99.690 |
99.700 |
+0.015 |
4,682 |
48,902 |
+609 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Sep09 |
090617 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
|
|
|
| Dec09 |
090617 |
99.51 |
99.52 |
99.51 |
99.52 |
+0.01 |
|
|
|
| Mar10 |
090617 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
|
|
|
| Jun10 |
090617 |
99.47 |
99.48 |
99.47 |
99.48 |
+0.01 |
|
|
|
| Sep10 |
090617 |
99.42 |
99.43 |
99.42 |
99.43 |
+0.01 |
|
|
|
| Dec10 |
090617 |
99.38 |
99.38 |
99.38 |
99.38 |
unch |
|
|
|
| Mar11 |
090617 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
|
|
|
| Jun11 |
090617 |
99.23 |
99.24 |
99.23 |
99.24 |
+0.01 |
|
|
|
| Sep11 |
090617 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Dec11 |
090617 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Sep09 |
090617 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
3,693 |
8,912 |
+2,246 |
| Dec09 |
090617 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.00 |
471 |
3,005 |
-57 |
| Mar10 |
090617 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.01 |
0 |
2,497 |
+0 |
| Jun10 |
090617 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.00 |
220 |
1,023 |
+183 |
| Sep10 |
090617 |
99.43 |
99.43 |
99.43 |
99.43 |
+0.00 |
0 |
281 |
+0 |
| Dec10 |
090617 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
0 |
252 |
+0 |
| Mar11 |
090617 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
412 |
+0 |
| Jun11 |
090617 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.00 |
0 |
52 |
+0 |
| Total Volume and Open Interest |
4,856 |
17,358 |
-14,827 |
| Japanese Gov't Bonds(SGX) |
| Sep09 |
090615 |
136.09 |
136.25 |
135.98 |
136.22 |
+0.58 |
3,534 |
18,218 |
+9,497 |
| Dec09 |
090617 |
136.26 |
136.26 |
136.26 |
136.26 |
+0.23 |
|
|
|
| Mar10 |
090617 |
136.03 |
136.03 |
136.03 |
136.03 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
1,188 |
16,517 |
+199 |
| Euro-Bund(EUREX) |
| Sep09 |
090617 |
119.54 |
120.00 |
119.47 |
119.86 |
+0.48 |
564,916 |
868,990 |
-1,746 |
| Dec09 |
090617 |
118.32 |
118.54 |
118.32 |
118.54 |
+0.46 |
91 |
50 |
-2 |
| Mar10 |
090617 |
118.26 |
118.26 |
118.26 |
118.26 |
+0.48 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
565,009 |
869,040 |
-1,748 |
| Euro-Bobl(EUREX) |
| Sep09 |
090617 |
114.38 |
114.73 |
114.33 |
114.65 |
+0.35 |
289,822 |
633,670 |
+6,772 |
| Dec09 |
090617 |
113.30 |
113.41 |
113.30 |
113.41 |
+0.39 |
3 |
76 |
+1 |
| Mar10 |
090617 |
113.05 |
113.05 |
113.05 |
113.05 |
+0.34 |
|
|
|
| Total Volume and Open Interest |
336,723 |
629,066 |
-4,679 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090519 |
98.885 |
98.895 |
98.845 |
98.845 |
-0.050 |
2 |
10,374 |
+4,965 |
| Sep09 |
090615 |
98.785 |
98.820 |
98.780 |
98.810 |
+0.035 |
0 |
14,453 |
-137 |
| Dec09 |
090617 |
98.695 |
98.710 |
98.695 |
98.705 |
+0.035 |
2,603 |
5,788 |
+1,183 |
| Total Volume and Open Interest |
6,044 |
32,448 |
-5,971 |
| Long Gilt(LIFFE) |
| Jun09 |
090617 |
118~02 |
118~23 |
118~02 |
118~22 |
+0~27 |
1,143 |
39,136 |
-86 |
| Sep09 |
090617 |
116~11 |
117~11 |
116~07 |
117~04 |
+1~03 |
75,035 |
206,857 |
-8,398 |
| Total Volume and Open Interest |
75,279 |
246,014 |
-8,377 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090617 |
98.75 |
98.76 |
98.75 |
98.75 |
-0.01 |
13,565 |
266,948 |
-593 |
| Sep09 |
090617 |
98.78 |
98.81 |
98.76 |
98.77 |
-0.01 |
44,711 |
263,402 |
-2,405 |
| Dec09 |
090617 |
98.52 |
98.57 |
98.51 |
98.55 |
+0.04 |
48,797 |
250,963 |
-6,550 |
| Mar10 |
090617 |
98.19 |
98.28 |
98.18 |
98.26 |
+0.07 |
54,701 |
347,959 |
+5,412 |
| Jun10 |
090617 |
97.71 |
97.80 |
97.70 |
97.79 |
+0.08 |
52,888 |
247,312 |
+6,326 |
| Sep10 |
090617 |
97.22 |
97.33 |
97.21 |
97.30 |
+0.08 |
48,584 |
228,729 |
+2,701 |
| Total Volume and Open Interest |
328,534 |
2,102,334 |
+5,354 |
| 3-Mth Euribor(LIFFE) |
| Sep09 |
090617 |
98.820 |
98.850 |
98.815 |
98.840 |
+0.020 |
180,925 |
606,550 |
+13,292 |
| Dec09 |
090617 |
98.675 |
98.715 |
98.665 |
98.705 |
+0.035 |
134,149 |
497,201 |
+15,040 |
| Mar10 |
090617 |
98.480 |
98.530 |
98.470 |
98.520 |
+0.045 |
116,658 |
467,580 |
+10,212 |
| Total Volume and Open Interest |
820,449 |
2,922,177 |
-451,635 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090611 |
96.75 |
96.77 |
96.70 |
96.74 |
-0.01 |
26,839 |
43,691 |
-29,198 |
| Sep09 |
090617 |
96.83 |
96.85 |
96.81 |
96.82 |
-0.02 |
20,586 |
290,839 |
+6,521 |
| Dec09 |
090617 |
96.66 |
96.69 |
96.63 |
96.66 |
-0.01 |
14,639 |
185,747 |
+1,780 |
| Mar10 |
090617 |
96.29 |
96.36 |
96.26 |
96.31 |
unch |
8,234 |
108,337 |
+1,140 |
| Jun10 |
090617 |
95.86 |
95.92 |
95.81 |
95.87 |
unch |
5,950 |
77,719 |
+1,573 |
| Sep10 |
090617 |
95.43 |
95.50 |
95.41 |
95.43 |
-0.01 |
4,463 |
46,350 |
+998 |
| Dec10 |
090617 |
95.04 |
95.11 |
95.04 |
95.05 |
-0.01 |
1,959 |
28,392 |
+561 |
| Mar11 |
090617 |
94.74 |
94.80 |
94.72 |
94.72 |
-0.02 |
1,366 |
16,886 |
+442 |
| Jun11 |
090617 |
94.49 |
94.49 |
94.42 |
94.42 |
-0.02 |
3,014 |
10,953 |
+2,652 |
| Sep11 |
090617 |
94.21 |
94.21 |
94.15 |
94.15 |
-0.01 |
400 |
2,222 |
+100 |
| Total Volume and Open Interest |
60,811 |
768,700 |
+15,667 |
| 10-Year Aus T-Bonds(SFE) |
| Sep09 |
090617 |
94.54 |
94.63 |
94.51 |
94.52 |
-0.04 |
25,868 |
277,129 |
+3,842 |
| Dec09 |
090617 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
25,868 |
277,129 |
|
| 3-Year Aus T-Bonds(SFE) |
| Sep09 |
090615 |
95.33 |
95.44 |
95.33 |
95.43 |
+0.10 |
92,166 |
274,628 |
+58,123 |
| Dec09 |
090617 |
95.38 |
95.38 |
95.38 |
95.38 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
131,755 |
334,669 |
|
| Gold(CMX) |
| Jun09 |
090617 |
931.5 |
937.8 |
930.4 |
935.4 |
+3.8 |
258 |
1,143 |
-161 |
| Aug09 |
090617 |
935.4 |
941.1 |
928.4 |
936.0 |
+3.8 |
91,532 |
230,681 |
-7,856 |
| Oct09 |
090617 |
935.6 |
941.5 |
930.0 |
937.4 |
+3.8 |
608 |
11,662 |
-156 |
| Dec09 |
090617 |
938.1 |
943.6 |
931.3 |
938.7 |
+3.8 |
1,360 |
46,957 |
+10 |
| Feb10 |
090617 |
939.8 |
942.0 |
934.5 |
940.0 |
+3.7 |
1,842 |
12,895 |
-462 |
| Apr10 |
090617 |
943.1 |
946.4 |
935.6 |
941.4 |
+3.6 |
1,997 |
15,563 |
-97 |
| Jun10 |
090617 |
940.0 |
945.0 |
940.0 |
943.1 |
+3.4 |
113 |
10,366 |
+4 |
| Aug10 |
090617 |
945.1 |
945.1 |
945.1 |
945.1 |
+3.2 |
0 |
2,750 |
+0 |
| Oct10 |
090617 |
947.5 |
947.5 |
947.5 |
947.5 |
+3.0 |
0 |
1,237 |
+0 |
| Dec10 |
090617 |
945.0 |
951.1 |
943.6 |
950.3 |
+2.9 |
6 |
13,018 |
+2 |
| Feb11 |
090617 |
953.3 |
953.3 |
953.3 |
953.3 |
+2.7 |
0 |
12 |
+0 |
| Apr11 |
090617 |
956.5 |
956.5 |
956.5 |
956.5 |
+2.5 |
|
|
|
| Total Volume and Open Interest |
98,398 |
374,585 |
-9,018 |
| Silver(CMX) |
| Jul09 |
090617 |
1418.0 |
1435.5 |
1393.0 |
1428.0 |
+15.0 |
31,035 |
38,414 |
-4,101 |
| Sep09 |
090617 |
1428.0 |
1437.5 |
1397.0 |
1431.3 |
+14.9 |
5,436 |
28,944 |
+971 |
| Dec09 |
090617 |
1416.0 |
1441.0 |
1403.5 |
1435.4 |
+14.8 |
966 |
19,496 |
-30 |
| Mar10 |
090617 |
1437.9 |
1437.9 |
1437.9 |
1437.9 |
+14.7 |
50 |
6,214 |
+45 |
| May10 |
090617 |
1439.8 |
1439.8 |
1439.8 |
1439.8 |
+14.6 |
1 |
2,569 |
+0 |
| Jul10 |
090617 |
1440.0 |
1441.6 |
1433.0 |
1441.6 |
+14.6 |
17 |
2,896 |
-7 |
| Sep10 |
090617 |
1443.6 |
1443.6 |
1443.6 |
1443.6 |
+14.5 |
3 |
65 |
+2 |
| Total Volume and Open Interest |
37,842 |
106,351 |
-2,881 |
| Platinum(NYMEX) |
| Jul09 |
090617 |
1222.8 |
1228.9 |
1195.5 |
1205.2 |
-15.7 |
3,819 |
15,912 |
-1,476 |
| Oct09 |
090617 |
1226.0 |
1231.0 |
1201.9 |
1211.8 |
-15.1 |
1,033 |
8,018 |
+678 |
| Jan10 |
090617 |
1216.0 |
1220.4 |
1214.5 |
1215.2 |
-14.9 |
8 |
227 |
+0 |
| Total Volume and Open Interest |
4,860 |
24,157 |
-798 |
| Palladium(NYMEX) |
| Jun09 |
090617 |
239.15 |
242.40 |
239.15 |
242.40 |
+0.65 |
0 |
271 |
+0 |
| Sep09 |
090617 |
242.80 |
245.00 |
238.00 |
243.05 |
+0.25 |
893 |
16,304 |
-12 |
| Dec09 |
090617 |
240.50 |
244.25 |
240.50 |
244.25 |
+0.25 |
12 |
266 |
+5 |
| Total Volume and Open Interest |
905 |
16,841 |
-7 |
| Copper(CMX) |
| Jul09 |
090617 |
223.80 |
228.15 |
221.50 |
225.95 |
+0.40 |
21,980 |
34,498 |
-4,610 |
| Sep09 |
090617 |
224.20 |
229.05 |
222.60 |
226.95 |
+0.45 |
10,141 |
55,351 |
+3,126 |
| Dec09 |
090617 |
225.00 |
230.00 |
224.00 |
227.70 |
+0.35 |
482 |
11,507 |
+646 |
| Mar10 |
090617 |
227.90 |
227.90 |
227.90 |
227.90 |
+0.25 |
112 |
2,198 |
-83 |
| May10 |
090617 |
228.00 |
228.00 |
228.00 |
228.00 |
+0.35 |
109 |
603 |
+101 |
| Total Volume and Open Interest |
33,606 |
112,894 |
-615 |
| Aluminum(CMX) |
| Jun09 |
090617 |
74.50 |
74.50 |
74.50 |
74.50 |
+1.25 |
|
|
|
| Jul09 |
090617 |
75.00 |
75.00 |
75.00 |
75.00 |
+1.25 |
|
|
|
| Aug09 |
090617 |
75.50 |
75.50 |
75.50 |
75.50 |
+1.25 |
|
|
|
| Sep09 |
090617 |
76.00 |
76.00 |
76.00 |
76.00 |
+1.25 |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Nov09 |
080724 |
0.67 |
0.67 |
0.67 |
0.67 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090617 |
8511 |
8560 |
8466 |
8493 |
-21 |
1,399 |
24,644 |
+321 |
| Sep09 |
090617 |
8449 |
8505 |
8410 |
8437 |
-22 |
2,545 |
4,554 |
+987 |
| Dec09 |
090617 |
8397 |
8414 |
8397 |
8397 |
-17 |
0 |
6 |
+0 |
| Mar10 |
090617 |
8348 |
8369 |
8348 |
8348 |
-21 |
|
|
|
| Total Volume and Open Interest |
3,944 |
29,204 |
+1,308 |
| S & P 500(CME) |
| Jun09 |
090617 |
910.80 |
918.00 |
904.00 |
909.70 |
-2.30 |
81,951 |
198,747 |
-49,315 |
| Sep09 |
090617 |
907.60 |
914.00 |
899.50 |
905.30 |
-2.50 |
94,970 |
305,549 |
+47,414 |
| Dec09 |
090617 |
901.20 |
909.70 |
895.70 |
901.20 |
-2.50 |
25 |
6,356 |
+6 |
| Mar10 |
090617 |
898.00 |
906.50 |
892.50 |
898.00 |
-2.50 |
10 |
3,185 |
+0 |
| Total Volume and Open Interest |
176,956 |
514,339 |
-1,895 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090617 |
912.50 |
918.50 |
903.50 |
909.75 |
-2.25 |
747,400 |
1,409,098 |
-272,603 |
| Sep09 |
090617 |
908.00 |
914.25 |
899.25 |
905.25 |
-2.50 |
2,146,711 |
1,836,691 |
+385,796 |
| Total Volume and Open Interest |
2,894,212 |
3,247,952 |
+113,255 |
| NASDAQ 100(CME) |
| Jun09 |
090617 |
1449.00 |
1470.00 |
1440.00 |
1454.80 |
+9.00 |
5,904 |
21,814 |
-2,751 |
| Sep09 |
090617 |
1443.00 |
1470.00 |
1437.00 |
1453.50 |
+9.20 |
6,554 |
7,833 |
+4,090 |
| Dec09 |
090617 |
1456.50 |
1456.50 |
1456.30 |
1456.50 |
+9.20 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
12,458 |
29,650 |
+1,339 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090617 |
1447.00 |
1470.80 |
1439.50 |
1454.80 |
+9.00 |
86,420 |
208,931 |
-8,208 |
| Sep09 |
090617 |
1443.80 |
1469.50 |
1437.80 |
1453.50 |
+9.20 |
321,471 |
158,273 |
+48,384 |
| Total Volume and Open Interest |
407,901 |
367,222 |
+40,176 |
| S & P Midcap 400(CME) |
| Jun09 |
090617 |
570.80 |
577.00 |
568.50 |
570.80 |
-0.80 |
695 |
3,558 |
-380 |
| Sep09 |
090617 |
570.00 |
575.50 |
564.00 |
568.90 |
-0.80 |
705 |
1,836 |
+674 |
| Dec09 |
090617 |
566.90 |
567.10 |
566.90 |
566.90 |
-0.80 |
|
|
|
| Total Volume and Open Interest |
1,400 |
5,394 |
+294 |
| Russell 2000(CME) |
| Jun09 |
090615 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,564 |
-177 |
| Sep09 |
090617 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,869 |
+132 |
| Dec09 |
090617 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
2,275 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Sep09 |
090617 |
9690 |
9845 |
9680 |
9825 |
+50 |
85,673 |
142,299 |
-801 |
| Dec09 |
090617 |
9775 |
9785 |
9775 |
9785 |
+45 |
30 |
757 |
-20 |
| Total Volume and Open Interest |
85,743 |
145,371 |
-450 |
| Nikkei 225(SGX) |
| Sep09 |
090617 |
9690 |
9845 |
9680 |
9825 |
+50 |
85,673 |
142,299 |
-801 |
| Dec09 |
090617 |
9775 |
9785 |
9775 |
9785 |
+45 |
30 |
757 |
-20 |
| Mar10 |
090617 |
9805 |
9805 |
9805 |
9805 |
+50 |
0 |
75 |
+0 |
| Total Volume and Open Interest |
85,743 |
145,371 |
-450 |
| CAC 40(EURONEXT) |
| Jun09 |
090617 |
3191.0 |
3211.0 |
3136.5 |
3161.0 |
-54.5 |
242,145 |
448,586 |
+14,710 |
| Jul09 |
090617 |
3187.0 |
3207.0 |
3133.5 |
3157.5 |
-55.0 |
95,011 |
105,862 |
+87,269 |
| Aug09 |
090617 |
3183.0 |
3183.0 |
3158.0 |
3158.0 |
-54.5 |
92 |
236 |
+67 |
| Total Volume and Open Interest |
351,044 |
579,409 |
+115,049 |
| Hang Seng Index(HKFE) |
| Jun09 |
090617 |
18001 |
18196 |
17753 |
17870 |
-167 |
82,585 |
81,896 |
-2,030 |
| Jul09 |
090617 |
18020 |
18190 |
17751 |
17865 |
-172 |
1,072 |
3,032 |
+292 |
| Total Volume and Open Interest |
83,828 |
87,555 |
-1,517 |
| DAX(EUREX) |
| Jun09 |
090617 |
4869.0 |
4887.5 |
4760.0 |
4808.0 |
-92.5 |
179,616 |
144,712 |
-3,876 |
| Sep09 |
090617 |
4864.5 |
4893.0 |
4765.5 |
4813.5 |
-93.0 |
30,312 |
38,452 |
+17,630 |
| Dec09 |
090617 |
4882.0 |
4899.0 |
4771.5 |
4818.5 |
-94.0 |
3,957 |
6,732 |
+1,104 |
| Total Volume and Open Interest |
213,885 |
189,896 |
+14,858 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090617 |
4310.00 |
4329.00 |
4253.00 |
4273.50 |
-58.00 |
287,802 |
529,494 |
-111,898 |
| Sep09 |
090617 |
4271.00 |
4298.00 |
4223.00 |
4242.50 |
-59.00 |
191,451 |
296,730 |
+186,298 |
| Dec09 |
090617 |
4258.50 |
4265.00 |
4198.50 |
4214.00 |
-58.00 |
367 |
3,904 |
+82 |
| Total Volume and Open Interest |
479,620 |
830,128 |
+74,482 |
| SPI 200(SFE) |
| Jun09 |
090617 |
3969.0 |
3990.0 |
3870.0 |
3897.0 |
-65.0 |
118,833 |
272,077 |
-26,346 |
| Sep09 |
090617 |
3949.0 |
3969.0 |
3845.0 |
3870.0 |
-71.0 |
100,043 |
183,408 |
+85,580 |
| Dec09 |
090617 |
3871.0 |
3882.0 |
3870.0 |
3882.0 |
-66.0 |
1 |
3,675 |
-21 |
| Total Volume and Open Interest |
219,028 |
462,752 |
+59,353 |
| GSCI(CME) |
| Jul09 |
090617 |
458.25 |
466.60 |
456.50 |
466.55 |
+3.35 |
679 |
16,133 |
+762 |
| Aug09 |
090617 |
471.50 |
471.50 |
462.00 |
471.50 |
+4.00 |
|
|
|
| Sep09 |
090617 |
475.50 |
475.50 |
467.00 |
475.50 |
+3.50 |
28 |
0 |
+0 |
| Total Volume and Open Interest |
707 |
16,133 |
-983 |
| Reuters CCI(ICE) |
| Aug09 |
090519 |
411.50 |
411.50 |
411.50 |
411.50 |
+6.00 |
0 |
417 |
+1 |
| Nov09 |
090519 |
424.50 |
424.50 |
424.50 |
424.50 |
+8.00 |
0 |
4 |
+0 |
| Jan10 |
090519 |
430.00 |
430.00 |
430.00 |
430.00 |
+8.50 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|